+1,014.6%
MU vs ALC
-10.6%
+1,025.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -2.2% | +14.0% | +12.6% |
| 7D | +2.0% | -6.3% | +8.3% | +4.3% |
| 30D | -18.0% | +12.6% | -30.6% | -22.2% |
| 3M | -6.6% | -3.8% | -2.7% | -6.0% |
| 6M | +2.0% | +16.8% | -14.8% | -7.6% |
| YTD | +184.5% | -7.6% | +192.1% | +186.8% |
| 1Y | +236.9% | -5.9% | +242.7% | +235.8% |
| 3Y | +987.0% | +0.6% | +986.4% | +921.3% |
| 5Y | +1,014.6% | -9.5% | +1,024.1% | +1,042.7% |
| All | +1,014.6% | -10.6% | +1,025.2% | +1,042.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ALC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling